Bounds forL-Statistics from Weakly Dependent Samples of Random Length

DOI10.1080/03610920500200550MaRDI QIDQ5697388zbMATH OpenOpenAlexFDO

Authors Marek Kaluszka, A. Okolewski

Publication date 17 October 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920500200550

zbMATH Keywords

copulamixingorder statistics\(L\)-statistics

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30) Exchangeability for stochastic processes (60G09)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A Modification of Schwarz's Inequality with Applications to Distributions
• Bounds for the expectation of linear combinations of order statistics with application to pert networks
• Bounds on expectations of linear systematic statistics based on dependent samples
• Distribution of order statistics with random sample size
• Estimating the loading of the largest claims covers
• Expectation bounds on linear estimators from dependent samples
• Families of Multivariate Distributions
• Iterated probability distributions and extremes with random sample size
• ON THE DISTRIBUTIONS OF ORDER STATISTICS FOR A RANDOM SAMPLE SIZE
• Order Statistics
• Sharp bounds for \(L\)-statistics from dependent samples of random length
• Sharp exponential and entropy bounds on expectations of generalized order statistics
• Stochastic comparisons of random minima and maxima from life distributions
• The Convex Hull of Rational Plane Curves
• Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables
• p-norm bounds on the expectation of the maximum of a possibly dependent sample

Cited in

(9)

• Bounds on the expectations of \(L\)-statistics from iid symmetric populations in various scale units
• Stability of expected \(L\)-statistics against weak dependence of observations
• Stability of \(L\)-statistics from weakly dependent observations
• Bounds on expectations of \(L\)-statistics from without replacement samples
• Sharp bounds on l-estimates and their expectations for dependent samples
• Bounds for expectation of l-estimates for dependent samples
• Sharp bounds for \(L\)-statistics from dependent samples of random length
• Moments ofL-Statistics: A Divided Differences Approach
• Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application

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